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Related papers: Multifractal Fluctuations in Seismic Interspike Se…

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We study the joint dynamics of membrane potential and time since the last spike in a population of integrate-and-fire neurons using a population density framework. This leads to a two-dimensional Fokker-Planck equation that captures the…

Disordered Systems and Neural Networks · Physics 2026-01-01 Luca Falorsi , Gianni V. Vinci , Maurizio Mattia

We provide an alternative method for analysis of multifractal properties of time series. The new approach takes into account the behaviour of the whole multifractal profile of the generalized Hurst exponent $h(q)$ for all moment orders $q$,…

Statistical Finance · Quantitative Finance 2013-09-24 Dariusz Grech , Grzegorz Pamuła

We have studied the multifractality of pion emission process in 16O-AgBr interactions at 2.1AGeV & 60AGeV, 12CAgBr &24Mg-AgBr interactions at 4.5AGeV and 32S-AgBr interactions at 200AGeV using Multifractal Detrended Fluctuation Analysis…

High Energy Physics - Experiment · Physics 2016-03-16 Gopa Bhoumik , Argha Deb , Swarnapratim Bhattacharyya , Dipak Ghosh

If we assume that earthquakes are chaotic, and influenced locally then chaos theory suggests that there should be a temporal association between earthquakes in a local region that should be revealed with statistical examination. To date no…

Applications · Statistics 2019-02-14 Parsa Rastin , Michael LuValle

We study the seismicity (global seismic activity) that occurred in Greece between 1976 and 2009 based on the dataset reported in Makropoulos et al., 2012, using concepts of Non-extensive Statistical Physics. By considering the entire and…

Chaotic Dynamics · Physics 2015-06-19 Chris G. Antonopoulos , George Michas , Filippos Vallianatos , Tassos Bountis

We consider Aerosol Index (AI) time-series extracted from TOMS archive for an area covering Italy $(7-18^o E ; 36-47^o N)$. The missing of convergence in estimating the embedding dimension of the system and the inability of the Independent…

Atmospheric and Oceanic Physics · Physics 2009-11-07 S. De Martino , M. Falanga , L. Mona

Scaling temporal dynamics in functional MRI (fMRI) signals have been evidenced for a decade as intrinsic characteristics of ongoing brain activity (Zarahn et al., 1997). Recently, scaling properties were shown to fluctuate across brain…

Statistics Theory · Mathematics 2013-08-21 P. Ciuciu , G. Varoquaux , P. Abry , S. Sadaghiani , A. Kleinschmidt

Magnetic field fluctuations in the vicinity of the Earth's bow shock have been investigated with the aim to characterize the intermittent behaviour of strong plasma turbulence. The observed small-scale intermittency may be the signature of…

comp-gas · Physics 2020-01-29 T. Dudok de Wit , V. V. Krasnosel'skikh

We reveal a general explicit relation between the statistics of delay times in one-channel reflection from a mesoscopic sample of any spatial dimension and the statistics of the eigenfunction intensities in its closed counterpart. This…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 A. Ossipov , Y. V. Fyodorov

For many complex systems the interaction of different scales is among the most interesting and challenging features. It seems not very successful to extract the physical properties in different scale regimes by the existing approaches, such…

Fluid Dynamics · Physics 2015-05-14 L. P. Wang , Y. X. Huang

Electric signals have been recently recorded at the Earth's surface with amplitudes appreciably larger than those hitherto reported. Their entropy in natural time is smaller than that, $S_u$, of a ``uniform'' distribution. The same holds…

Geophysics · Physics 2009-11-11 P. A. Varotsos , N. V. Sarlis , E. S. Skordas , H. K. Tanaka

We study experimentally the fluctuations of deformation along a shear fault naturally emerging within a compressed frictional granular medium. Using laser interferometry, we show that the deformation inside this granular gouge occurs as a…

Soft Condensed Matter · Physics 2020-07-08 David Houdoux , Axelle Amon , David Marsan , Jérôme Weiss , Jérôme Crassous

Multiplicative random cascade model naturally reproduces the intermittency or multifractality, which is frequently shown among hierarchical complex systems such as turbulence and financial markets. As described herein, we investigate the…

Statistical Finance · Quantitative Finance 2018-09-05 Jun-ichi Maskawa , Koji Kuroda , Joshin Murai

The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fractal surfaces, which contains a parameter $\theta$…

Statistical Finance · Quantitative Finance 2010-08-03 Gao-Feng Gu , Wei-Xing Zhou

Scaling analysis of seismicity in the space-time-magnitude domain very often starts from the relation N(m,L)=a(L)*10**(-bm)*L**c for the rate of seismic events of magnitude M>m in an area of size L. There are some evidences in favor of…

Geophysics · Physics 2007-05-23 G. Molchan , T. Kronrod

We discuss the origin of multiscaling in financial time-series and investigate how to best quantify it. Our methodology consists in separating the different sources of measured multifractality by analysing the multi/uni-scaling behaviour of…

Statistical Finance · Quantitative Finance 2015-09-22 Riccardo Junior Buonocore , Tomaso Aste , Tiziana Di Matteo

We investigate neuronal excitability in the Hodgkin-Huxley model under temporal interference (TI) stimulation in a previously unexplored sub-Hz resonant regime and uncover a striking nonlinear response that we term 'multi-tongue frequency…

Pattern Formation and Solitons · Physics 2026-01-21 Madhurendra Mishra , Zhen Qi , Adarsh Ganesan

With the aggravation of the global economic crisis and inflation, the precious metals with safe-haven function have become more popular. An improved MF-DFA method is proposed to analyze price fluctuations of the precious metals market.…

Statistical Finance · Quantitative Finance 2020-06-30 Zhongjun Wang , Mengye Sun , A. M. Elsawah

Applying Detrended Fluctuation Analysis (DFA) to the geomagnetic data recorded at three measuring stations in Japan, Rong et al. in 2012 reported that anomalous magnetic field variations were identified well before the occurrence of the…

Geophysics · Physics 2017-04-25 E. S. Skordas

We investigate the fluctuation of the top location of a sandpile numerically using the two-dimensional discrete elements method. We feed particles to a sandpile at a fixed time interval and calculate power spectra from the time series of…

Adaptation and Self-Organizing Systems · Physics 2009-11-11 Chiyori Urabe
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